+50.7%
PFE vs ACM
+130.8%
-80.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -3.0% | +3.0% | -6.0% | -3.6% |
| 30D | +5.2% | +19.7% | -14.5% | +1.4% |
| 3M | +12.2% | +5.3% | +6.9% | +10.6% |
| 6M | +17.8% | -10.8% | +28.6% | +19.6% |
| YTD | +26.2% | -25.1% | +51.3% | +32.5% |
| 1Y | +23.2% | -45.8% | +69.0% | +38.6% |
| 3Y | +21.3% | -9.4% | +30.7% | +20.7% |
| 5Y | -23.1% | +4.8% | -27.9% | -26.7% |
| 10Y | +50.7% | +129.8% | -79.1% | +18.4% |
| All | +50.7% | +130.8% | -80.1% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling